Professional paper

Jensen’s inequality in probability theory

Danijel Krizmanić orcid.org/0000-0001-6517-4683 ; Fakultet za matematiku, Sveučilište u Rijeci *
Antonio Špac ; Fakultet za matematiku, Sveučilište u Rijeci

* Corresponding author.

Abstract

In this paper Jensen’s inequality for mathematical expectation is proved, and the classical Jensen’s inequality is derived from it. At the end several applications of Jensen’s inequality are given.

Keywords

Jensen’s inequality, mathematical expectation, convex function, random variable

Hrčak ID:

322108

URI

https://hrcak.srce.hr/322108

Publication date:

6.11.2024.

Article data in other languages: croatian

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